CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 21-Nov-2011
Day Change Summary
Previous Current
18-Nov-2011 21-Nov-2011 Change Change % Previous Week
Open 0.9716 0.9724 0.0008 0.1% 0.9881
High 0.9798 0.9726 -0.0072 -0.7% 0.9903
Low 0.9699 0.9592 -0.0107 -1.1% 0.9699
Close 0.9733 0.9625 -0.0108 -1.1% 0.9733
Range 0.0099 0.0134 0.0035 35.4% 0.0204
ATR 0.0124 0.0125 0.0001 1.0% 0.0000
Volume 65,945 70,353 4,408 6.7% 331,789
Daily Pivots for day following 21-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0050 0.9971 0.9699
R3 0.9916 0.9837 0.9662
R2 0.9782 0.9782 0.9650
R1 0.9703 0.9703 0.9637 0.9676
PP 0.9648 0.9648 0.9648 0.9634
S1 0.9569 0.9569 0.9613 0.9542
S2 0.9514 0.9514 0.9600
S3 0.9380 0.9435 0.9588
S4 0.9246 0.9301 0.9551
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.0390 1.0266 0.9845
R3 1.0186 1.0062 0.9789
R2 0.9982 0.9982 0.9770
R1 0.9858 0.9858 0.9752 0.9818
PP 0.9778 0.9778 0.9778 0.9759
S1 0.9654 0.9654 0.9714 0.9614
S2 0.9574 0.9574 0.9696
S3 0.9370 0.9450 0.9677
S4 0.9166 0.9246 0.9621
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9836 0.9592 0.0244 2.5% 0.0108 1.1% 14% False True 71,157
10 0.9914 0.9592 0.0322 3.3% 0.0113 1.2% 10% False True 69,822
20 1.0097 0.9592 0.0505 5.2% 0.0129 1.3% 7% False True 77,889
40 1.0097 0.9367 0.0730 7.6% 0.0132 1.4% 35% False False 86,779
60 1.0257 0.9367 0.0890 9.2% 0.0124 1.3% 29% False False 74,431
80 1.0500 0.9367 0.1133 11.8% 0.0121 1.3% 23% False False 55,979
100 1.0593 0.9367 0.1226 12.7% 0.0113 1.2% 21% False False 44,827
120 1.0593 0.9367 0.1226 12.7% 0.0107 1.1% 21% False False 37,382
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0296
2.618 1.0077
1.618 0.9943
1.000 0.9860
0.618 0.9809
HIGH 0.9726
0.618 0.9675
0.500 0.9659
0.382 0.9643
LOW 0.9592
0.618 0.9509
1.000 0.9458
1.618 0.9375
2.618 0.9241
4.250 0.9023
Fisher Pivots for day following 21-Nov-2011
Pivot 1 day 3 day
R1 0.9659 0.9696
PP 0.9648 0.9672
S1 0.9636 0.9649

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These figures are updated between 7pm and 10pm EST after a trading day.

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